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Moscow Exchange: Risk Parameters On Securities market

CCP NCC sets the following risk parameters on Securities market for HeadHunter Group DRs (ticker HHRU) starting from September 25, 2020:

TickerDescriptionBan on short sellingEligible as collateralNew market risk ratesNew concentration limitsScenarios for stress collateral calculation
S_1_minS_2_minS_3_min1st level2nd levelScen_UPScen_DOWN
HHRU HeadHunter Group PLC No No 50% 71% 95% 15 800 79 000 10% 10%

 

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